A Simple Counterexample to Several Problems in the Theory of Asset Pricing

DOI10.1111/1467-9965.00041zbMath0910.60038OpenAlexW4213342068WikidataQ124816719 ScholiaQ124816719MaRDI QIDQ4213029

Walter Schachermayer, Freddy Delbaen

Publication date: 6 April 1999

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00041

zbMATH Keywords

equivalent martingale measuremartingalestochastic integrationmathematical financelocal martingale

Mathematics Subject Classification ID

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